+91.1%
RSG vs CASY
+234.8%
-143.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.2% | +14.6% | +2.7% |
| 7D | 0.0% | -16.5% | +16.5% | +2.8% |
| 30D | +3.7% | -26.4% | +30.0% | +8.8% |
| 3M | +6.2% | -17.3% | +23.5% | +8.6% |
| 6M | -2.8% | -5.2% | +2.4% | -3.6% |
| YTD | +5.9% | +14.1% | -8.2% | +0.8% |
| 1Y | -1.8% | +16.6% | -18.4% | -7.1% |
| 3Y | +57.5% | +163.7% | -106.2% | +20.3% |
| 5Y | +91.1% | +231.3% | -140.2% | +33.2% |
| All | +91.1% | +234.8% | -143.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling